Interaction in panel data

[Patrick Mauder]

Hello,

I am using Stata MP14.2 and have three continuous as well as two dichotomous indepvars (each either 1 or 0) with one continous depvar in a panel data set. I would like to check whether one of the dichotomous indepvars is interacting with each of the continuous indepvars. One of them measures industry membership (i.e. 1 yes is member while 0 is not) and the other whether specified events happened each day. Hence the first one won't change over time while the other does sometimes. I want to specifically know if membership to an industry group interacts with my continuous indepvars on the depvar. My statistics knowledge is just building so I just tried some but it doesn't seem to work.

Thank you

Patrick

[Carlo Lazzaro]

Patrick:
as per FAQ, posting what you typed (even a sketch) and what Stata gave you back can increase your chances of getting helpful replies.
That said, a broad hint concerning interaction creation is to rely upon -fvvarlist- capabilities.

[Marcos Almeida]

Also, this introductory text (https://www3.nd.edu/~rwilliam/stats2/Panel.pdf) written by Richard Williams may be helpful to you, By the way, it approaches the use of interactions in panel data.

[Patrick Mauder]

Thank you Marcos and Carlo, I will review fvvarlist and read the text. I will also include the stata script and output for future questions.